market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
14/06/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.27% 99.27%
13/06/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,878 250,000 4,979 CHF 3,750 CHF 99.39% 99.39%
12/06/2024 72.59% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,111 CHF 4,778 CHF 99.39% 99.39%
11/06/2024 66.16% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,152 CHF 5,038 CHF 99.39% 99.39%
10/06/2024 53.20% 0.02 CHF 0.03 CHF 1,000,000 250,000 997,160 250,000 13,998 CHF 6,010 CHF 97.22% 97.22%
07/06/2024 36.77% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,302 250,000 22,405 CHF 8,130 CHF 99.18% 99.18%
05/06/2024 21.79% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,307 250,000 40,898 CHF 12,791 CHF 99.25% 99.25%
04/06/2024 22.58% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,849 254,664 39,532 CHF 12,675 CHF 99.39% 99.39%
03/06/2024 16.19% 0.05 CHF 0.06 CHF 1,000,000 500,000 895,614 448,780 50,911 CHF 30,019 CHF 99.38% 99.38%
31/05/2024 18.17% 0.05 CHF 0.06 CHF 1,000,000 500,000 980,014 443,677 49,163 CHF 26,964 CHF 99.38% 99.38%

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